+159.7%
DDOG vs RPRX
+66.6%
+93.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | +5.1% | -15.3% | -11.9% |
| 30D | -24.8% | +11.2% | -36.0% | -28.0% |
| 3M | -12.6% | +16.7% | -29.3% | -18.2% |
| 6M | +79.9% | +36.0% | +44.0% | +57.8% |
| YTD | +56.6% | +67.8% | -11.2% | +25.5% |
| 1Y | +61.6% | +76.7% | -15.1% | +26.0% |
| 3Y | +117.9% | +128.1% | -10.2% | +47.7% |
| 5Y | +54.2% | +82.9% | -28.6% | +20.4% |
| All | +159.7% | +66.6% | +93.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling